+392.6%
STM vs CVE
+136.1%
+256.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.6% |
| 7D | -10.7% | -16.1% | +5.4% | -6.7% |
| 30D | -25.7% | -10.4% | -15.4% | -23.8% |
| 3M | -21.6% | -2.4% | -19.2% | -21.5% |
| 6M | -27.8% | -4.4% | -23.4% | -27.8% |
| YTD | +61.8% | +64.9% | -3.2% | +39.3% |
| 1Y | +78.1% | +66.0% | +12.1% | +52.9% |
| 3Y | +4.9% | +57.7% | -52.8% | -10.5% |
| 5Y | -14.3% | +144.7% | -159.0% | -36.7% |
| All | +392.6% | +136.1% | +256.4% | +186.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling